Topic

# Hybrid Monte Carlo

About: Hybrid Monte Carlo is a research topic. Over the lifetime, 13304 publications have been published within this topic receiving 493968 citations.

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TL;DR: In this article, a modified Monte Carlo integration over configuration space is used to investigate the properties of a two-dimensional rigid-sphere system with a set of interacting individual molecules, and the results are compared to free volume equations of state and a four-term virial coefficient expansion.

Abstract: A general method, suitable for fast computing machines, for investigating such properties as equations of state for substances consisting of interacting individual molecules is described. The method consists of a modified Monte Carlo integration over configuration space. Results for the two‐dimensional rigid‐sphere system have been obtained on the Los Alamos MANIAC and are presented here. These results are compared to the free volume equation of state and to a four‐term virial coefficient expansion.

35,161 citations

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TL;DR: A generalization of the sampling method introduced by Metropolis et al. as mentioned in this paper is presented along with an exposition of the relevant theory, techniques of application and methods and difficulties of assessing the error in Monte Carlo estimates.

Abstract: SUMMARY A generalization of the sampling method introduced by Metropolis et al. (1953) is presented along with an exposition of the relevant theory, techniques of application and methods and difficulties of assessing the error in Monte Carlo estimates. Examples of the methods, including the generation of random orthogonal matrices and potential applications of the methods to numerical problems arising in statistics, are discussed. For numerical problems in a large number of dimensions, Monte Carlo methods are often more efficient than conventional numerical methods. However, implementation of the Monte Carlo methods requires sampling from high dimensional probability distributions and this may be very difficult and expensive in analysis and computer time. General methods for sampling from, or estimating expectations with respect to, such distributions are as follows. (i) If possible, factorize the distribution into the product of one-dimensional conditional distributions from which samples may be obtained. (ii) Use importance sampling, which may also be used for variance reduction. That is, in order to evaluate the integral J = X) p(x)dx = Ev(f), where p(x) is a probability density function, instead of obtaining independent samples XI, ..., Xv from p(x) and using the estimate J, = Zf(xi)/N, we instead obtain the sample from a distribution with density q(x) and use the estimate J2 = Y{f(xj)p(x1)}/{q(xj)N}. This may be advantageous if it is easier to sample from q(x) thanp(x), but it is a difficult method to use in a large number of dimensions, since the values of the weights w(xi) = p(x1)/q(xj) for reasonable values of N may all be extremely small, or a few may be extremely large. In estimating the probability of an event A, however, these difficulties may not be as serious since the only values of w(x) which are important are those for which x -A. Since the methods proposed by Trotter & Tukey (1956) for the estimation of conditional expectations require the use of importance sampling, the same difficulties may be encountered in their use. (iii) Use a simulation technique; that is, if it is difficult to sample directly from p(x) or if p(x) is unknown, sample from some distribution q(y) and obtain the sample x values as some function of the corresponding y values. If we want samples from the conditional dis

14,965 citations

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01 Jan 1999TL;DR: This new edition contains five completely new chapters covering new developments and has sold 4300 copies worldwide of the first edition (1999).

Abstract: We have sold 4300 copies worldwide of the first edition (1999). This new edition contains five completely new chapters covering new developments.

6,884 citations

01 Jan 1993

TL;DR: In this article, the authors present a practical guide for the use of general-purpose Monte Carlo code MCNP, including several examples and a discussion of the particular techniques and the Monte Carlo method itself.

Abstract: This manual is a practical guide for the use of our general-purpose Monte Carlo code MCNP. The first chapter is a primer for the novice user. The second chapter describes the mathematics, data, physics, and Monte Carlo simulation found in MCNP. This discussion is not meant to be exhaustive---details of the particular techniques and of the Monte Carlo method itself will have to be found elsewhere. The third chapter shows the user how to prepare input for the code. The fourth chapter contains several examples, and the fifth chapter explains the output. The appendices show how to use MCNP on various computer systems and also give details about some of the code internals.

6,481 citations

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TL;DR: In this paper, the authors present a statistical approach to the study of integro-differential equations that occur in various branches of the natural sciences, such as biology and chemistry.

Abstract: We shall present here the motivation and a general description of a method dealing with a class of problems in mathematical physics. The method is, essentially, a statistical approach to the study of differential equations, or more generally, of integro-differential equations that occur in various branches of the natural sciences.

5,432 citations